Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-20 0.337447 0.368436 0.402290 0.442258 0.488462 0.540579 0.604358
2025-07-27 0.298254 0.337931 0.383826 0.441555 0.513290 0.600973 0.718680
2025-08-03 0.273141 0.318146 0.372511 0.444398 0.539171 0.663292 0.844521
2025-08-10 0.246885 0.293205 0.350917 0.430074 0.539210 0.690100 0.926211
2025-08-17 0.224926 0.271147 0.330135 0.413424 0.532509 0.704803 0.991176
2025-08-24 0.212417 0.259891 0.321953 0.412212 0.546254 0.749861 1.111845
2025-08-31 0.206577 0.256695 0.323897 0.424793 0.581027 0.831850 1.314929
2025-09-07 0.197705 0.248606 0.318208 0.425356 0.596942 0.885341 1.480701
2025-09-14 0.189042 0.240135 0.311188 0.422983 0.607440 0.930722 1.643578
2025-09-21 0.181250 0.232344 0.304487 0.420290 0.616749 0.975089 1.818669
2025-09-28 0.172335 0.222426 0.293966 0.410558 0.612644 0.993017 1.937552
2025-10-05 0.168753 0.219948 0.294287 0.418164 0.639838 1.077531 2.260430
2025-10-12 0.164637 0.216624 0.293337 0.423997 0.665413 1.166218 2.650254
2025-10-19 0.158962 0.210676 0.287937 0.421792 0.675456 1.223220 2.979409
2025-10-26 0.154671 0.206569 0.285133 0.423767 0.693871 1.303997 3.450670
2025-11-02 0.147360 0.197540 0.273995 0.410134 0.679067 1.300617 3.598038
2025-11-09 0.140119 0.188345 0.262169 0.394495 0.658579 1.279448 3.662752
2025-11-16 0.136328 0.184303 0.258476 0.393315 0.668376 1.339648 4.146610
2025-11-23 0.135333 0.184519 0.261698 0.405015 0.707343 1.489803 5.268999
2025-11-30 0.132264 0.181337 0.259094 0.405529 0.721504 1.573331 6.156054
2025-12-07 0.128882 0.177523 0.255225 0.403314 0.729110 1.639361 7.053993
2025-12-14 0.125643 0.173813 0.251354 0.400804 0.735726 1.704577 8.098550
2025-12-21 0.121449 0.168429 0.244385 0.391733 0.725514 1.711114 8.649277